On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience

DOI10.1016/j.econlet.2019.07.005zbMath1429.91337OpenAlexW2956557033WikidataQ127535941 ScholiaQ127535941MaRDI QIDQ2292728

Anh N. Vu

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://sro.sussex.ac.uk/id/eprint/85688/1/Anh-June2019-Econ-accepted.pdf

zbMATH Keywords

Japanquantitative easingcredit standardsbank systemic risk

Mathematics Subject Classification ID

Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

The Bank of Japan's equity purchases and stock price crash risk

Cites Work

• Monetary policy and long-run systemic risk-taking
• Do negative interest rates make banks less safe?
• Testing for a unit root in variables with a double change in the mean
• Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?

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